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Monetary policy with interest on reserves

Cochrane, John H. - In: Journal of Economic Dynamics and Control 49 (2014) C, pp. 74-108

I analyze monetary policy with interest on reserves and a large balance sheet. I show that conventional theories do not determine inflation in this regime, so I base the analysis on the fiscal theory of the price level. I find that monetary policy can peg the nominal rate, and determine expected...

Persistent link: https://www.econbiz.de/10011117342

A critique of the application of unit root tests

Cochrane, John H. - In: Journal of Economic Dynamics and Control 15 (1991) 2, pp. 275-284

Persistent link: https://www.econbiz.de/10005229828

Multivariate estimates of the permanent components of GNP and stock prices

Cochrane, John H.; Sbordone, Argia M. - In: Journal of Economic Dynamics and Control 12 (1988) 2-3, pp. 255-296

Persistent link: https://www.econbiz.de/10005160739

Pricing continuously resettled contingent claims

Duffie, Darrell; Stanton, Richard - In: Journal of Economic Dynamics and Control 16 (1992) 3-4, pp. 561-573

Persistent link: https://www.econbiz.de/10005229344

Hedging in incomplete markets with HARA utility

Duffie, Darrell; Fleming, Wendell; Soner, H. Mete; … - In: Journal of Economic Dynamics and Control 21 (1997) 4-5, pp. 753-782

Persistent link: https://www.econbiz.de/10005229756

Optimal hedging and equilibrium in a dynamic futures market

Duffie, Darrell; Jackson, Matthew O. - In: Journal of Economic Dynamics and Control 14 (1990) 1, pp. 21-33

Persistent link: https://www.econbiz.de/10005160977

Transactions costs and portfolio choice in a discrete-continuous-time setting

Duffie, Darrell; Sun, Tong-sheng - In: Journal of Economic Dynamics and Control 14 (1990) 1, pp. 35-51

Persistent link: https://www.econbiz.de/10005161004

A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem

Campbell, John Y.; Koo, Hyeng Keun - In: Journal of Economic Dynamics and Control 21 (1997) 2-3, pp. 273-295

Persistent link: https://www.econbiz.de/10005160686

Strategic asset allocation in a continuous-time VAR model

Campbell, John Y.; Chacko, George; Rodriguez, Jorge; … - In: Journal of Economic Dynamics and Control 28 (2004) 11, pp. 2195-2214

Persistent link: https://www.econbiz.de/10005205191

Interpreting cointegrated models

Campbell, John Y.; Shiller, Robert J. - In: Journal of Economic Dynamics and Control 12 (1988) 2-3, pp. 505-522

Persistent link: https://www.econbiz.de/10005205272